+717.0%
HUT vs FSLR
+13.9%
+703.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.9% |
| 7D | +17.8% | 0.0% | +17.8% | +17.8% |
| 30D | +0.8% | -13.7% | +14.5% | +7.7% |
| 3M | -26.8% | -35.1% | +8.3% | -10.4% |
| 6M | +72.6% | +3.6% | +68.9% | +70.5% |
| YTD | +103.6% | -21.7% | +125.4% | +124.8% |
| 1Y | +265.3% | +1.3% | +264.0% | +268.2% |
| All | +717.0% | +13.9% | +703.1% | +563.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling